PREVIEW / futures_5min / 2015-09-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-23.parquet
  size:    238 KB
  rows:    14,108

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-09-23 00:00:00	ES	Futures	2049.37	2050.44	2049.1	2049.64	373.0
2015-09-23 00:05:00	ES	Futures	2049.64	2050.44	2049.64	2050.44	153.0
2015-09-23 00:10:00	ES	Futures	2050.44	2050.44	2049.64	2049.9	164.0
2015-09-23 00:15:00	ES	Futures	2049.9	2050.17	2048.83	2049.1	378.0
2015-09-23 00:20:00	ES	Futures	2048.83	2049.37	2048.83	2049.37	221.0
2015-09-23 00:25:00	ES	Futures	2049.37	2049.9	2048.83	2048.83	289.0
2015-09-23 00:30:00	ES	Futures	2049.1	2049.37	2047.76	2047.76	591.0
2015-09-23 00:35:00	ES	Futures	2047.76	2048.3	2046.96	2048.3	643.0
2015-09-23 00:40:00	ES	Futures	2048.3	2048.3	2047.5	2047.76	302.0
2015-09-23 00:45:00	ES	Futures	2047.76	2048.3	2047.23	2048.3	495.0
2015-09-23 00:50:00	ES	Futures	2048.3	2048.57	2048.03	2048.03	210.0
2015-09-23 00:55:00	ES	Futures	2048.03	2048.57	2048.03	2048.03	104.0
2015-09-23 01:00:00	ES	Futures	2048.3	2049.1	2048.3	2048.83	248.0
2015-09-23 01:05:00	ES	Futures	2048.83	2049.1	2048.3	2048.57	264.0
2015-09-23 01:10:00	ES	Futures	2048.83	2048.83	2047.23	2048.03	539.0
2015-09-23 01:15:00	ES	Futures	2048.3	2048.57	2047.5	2047.5	370.0
2015-09-23 01:20:00	ES	Futures	2047.5	2048.3	2047.23	2048.3	410.0
2015-09-23 01:25:00	ES	Futures	2048.57	2049.37	2048.3	2048.3	525.0
2015-09-23 01:30:00	ES	Futures	2048.3	2049.37	2048.3	2048.57	877.0
2015-09-23 01:35:00	ES	Futures	2048.57	2048.83	2048.03	2048.03	338.0
2015-09-23 01:40:00	ES	Futures	2048.3	2049.37	2048.03	2049.1	515.0
2015-09-23 01:45:00	ES	Futures	2049.37	2050.97	2049.1	2050.44	701.0
2015-09-23 01:50:00	ES	Futures	2050.44	2050.97	2049.1	2049.9	944.0
2015-09-23 01:55:00	ES	Futures	2049.9	2050.17	2049.64	2049.9	477.0
2015-09-23 02:00:00	ES	Futures	2049.64	2052.85	2049.1	2052.85	2724.0
2015-09-23 02:05:00	ES	Futures	2052.58	2053.92	2051.78	2053.12	1800.0
2015-09-23 02:10:00	ES	Futures	2053.12	2054.72	2053.12	2054.45	2294.0
2015-09-23 02:15:00	ES	Futures	2054.45	2057.4	2054.19	2055.79	3225.0
2015-09-23 02:20:00	ES	Futures	2055.79	2056.86	2055.26	2056.33	802.0
2015-09-23 02:25:00	ES	Futures	2056.33	2056.33	2054.99	2055.26	1117.0
2015-09-23 02:30:00	ES	Futures	2055.26	2055.26	2053.65	2054.99	1112.0
2015-09-23 02:35:00	ES	Futures	2054.72	2056.59	2054.45	2056.06	1191.0
2015-09-23 02:40:00	ES	Futures	2056.06	2056.06	2054.99	2054.99	827.0
2015-09-23 02:45:00	ES	Futures	2054.99	2056.86	2054.99	2056.33	967.0
2015-09-23 02:50:00	ES	Futures	2056.59	2058.73	2056.33	2057.93	1242.0
2015-09-23 02:55:00	ES	Futures	2057.93	2057.93	2056.86	2057.13	1065.0
2015-09-23 03:00:00	ES	Futures	2057.13	2062.75	2056.86	2061.14	7213.0
2015-09-23 03:05:00	ES	Futures	2060.88	2060.88	2057.93	2057.93	3371.0
2015-09-23 03:10:00	ES	Futures	2058.2	2058.2	2054.99	2056.33	4420.0
2015-09-23 03:15:00	ES	Futures	2056.06	2058.2	2054.72	2057.93	2319.0
2015-09-23 03:20:00	ES	Futures	2057.93	2060.88	2057.4	2060.88	3067.0
2015-09-23 03:25:00	ES	Futures	2060.88	2062.48	2059.27	2061.68	4054.0
2015-09-23 03:30:00	ES	Futures	2061.41	2062.75	2059.54	2061.95	4471.0
2015-09-23 03:35:00	ES	Futures	2061.95	2063.82	2061.68	2063.28	4076.0
2015-09-23 03:40:00	ES	Futures	2063.55	2065.42	2063.28	2063.55	4685.0
2015-09-23 03:45:00	ES	Futures	2063.82	2064.89	2062.48	2064.09	2420.0
2015-09-23 03:50:00	ES	Futures	2064.09	2065.42	2063.82	2065.16	1717.0
2015-09-23 03:55:00	ES	Futures	2065.16	2065.42	2063.28	2064.35	2556.0
2015-09-23 04:00:00	ES	Futures	2064.35	2064.35	2062.75	2063.28	2782.0
2015-09-23 04:05:00	ES	Futures	2063.28	2065.42	2062.75	2065.16	1752.0

> showing 50 of 14,108 rows — these rows as CSV

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